Consider the information given below to answer the question that follows. MFM Manufacturers is considering making an investment in a business improvement project with the following probability and expected rate of return: The probability and expected rate of return of the MFM Manufacturers' business improvement project State of the economy Probability Project return Boom 20% 35% Normal 45% 10% Recession 20% -10% Depression 15% -20% 100% The standard deviation of the return on this project is . a. 18.10% b. 16.89% c. 16.37% d. 17.40%